Session-Liquidity KNN Aggressive Trend

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Crypto, Forex (Majors) · Timeframes: 15m, 1H

Thesis

The strategy exploits the behavioral tendency of price to trend aggressively once session-defined liquidity zones are breached with a confirmed increase in aggregated Open Interest, using KNN-weighted volume metrics to filter out low-confidence momentum.

Components

• Indicator Workspace Template (SIBVIC) (regime) — Serves as the execution container and global lookback limit to ensure computational efficiency for the KNN entry logic.
• GOM KOLA SIDO — Full Integration (direction) — Provides the primary trend direction via the Supertrend component and identifies institutional Order Blocks as high-probability reversal zones.
• Volume SuperTrend AI (Expo) (entry) — The K-Nearest Neighbors (KNN) classification filters out low-probability trend states by comparing current VWMA-SuperTrend proximity to historical patterns.
• TSI Convergence Divergence (TSI_CD) (exit) — Detects exhaustion in momentum; a histogram color flip signifies the divergence of the True Strength Index from its signal line.
• Session Levels (SMTbot) (risk) — Uses Previous Day High/Low (PDH/PDL) and session extremes for objective, structure-based stop-loss placement.
• Open Interest Suite [Aggregated] - By Leviathan (confirmation) — Confirms that price movement is supported by aggressive market participants (OI expansion) rather than thin-liquidity slippage.
• Custom 006 Hybrid Table Scanner (volatility_filter) — Acts as a binary threshold; prevents entry if both the 21/50 EMA slope and current volume do not suggest active volatility.

Known failure conditions

• Absence of external indicator 'TSIs' prevents the exit module from calculating.
• Exchange data disconnects causing Open Interest values to return zero or stale data.
• Price stays within a 20-pip range for >12 hours (session level overlap).

Explore the full interactive blueprint with parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine (free download).